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I wasn’t aware of this, but still have my doubts. I do find the idea fascinating, and will further research the potential capabilites of TFP. I appreciate your input:thumbsup:

You can for sure, but unless someone is truly gifted, circumventing that contextual and visual experience will likely land you in the same camp with millions of others, fishing in a dry hole. No guarantees either way, and trading your own risk capital is a tough game best suited to sacrificial...

Read Page 1:) https://www.elitetrader.com/et/threads/help-me-filter-this-list-of-trading-books.325619/#post-4738871

Great blog post. Two key points I’d like to comment on: “Equally importantly, the framework needs to update continually the model or its parameters — or both — based on materially new datasets” This is absolutely necessary “Such models will have to be trained using small datasets, since the...

“One can predict the course of a comet more easily than one can predict the course of Citigroup's stock. The attractiveness, of course, is that you can make more money successfully predicting a stock than you can a comet.” -James Simons. (2008)

I run profitable simulations in less crowded spaces, but it’s still a double-edged sword. The intraday ranges are wider, but it’s extremely hard to quantify entry points, and exit slippage. If left choiceless, I’d run these models, but always in a bottomless pit of uncertainty.

Dollar cost average the S&P is your best odds. You won’t find verified real-time black box systems for sale. All simulated offerings exist to enrichen the designers.

Why? Just use Multicharts. Same company, better automation capability.

Caught the right side of it today. Recouped 1/3 of that sizable chunk:)

Whatever sign it is, isn’t very conducive to my method. I’ve been bull trapped out of a sizable chunk of my annual gains. I can say that it’s an unusual pattern with no apparent “right” side based on historical volatility.

Unfortunately, I learned this the hard way. Once you get the parameters in line, you only get what the market and your resources offer, no matter how much you try to polish the machine.

I really wish more threads like this existed. The ET forum could then live up to its name. Make ET great again :)

Not without knowing the sample size. At 10 trades laughable, but 10,000, and profitable deserves full attention.

Don't give away all the secrets :) Seriously though, if anyone wants to make trading a business, this type of time series analysis is a starting point for building a trading model, with definitive and measurable parameters. Don't listen to these clowns on ET who claim billionaire status trading...

Are you trailing those stops? There might come a day where you're on the right side of a black swan, and make a small fortune riding the wave :) And liquidity I hope

Actually, what lindq does is not uncommon. When you trade US markets intraday, the open is THE reference point. Yesterday means nothing. Many savvy players have devised proprietary formulas around it, without the need for charts.

Impressive. I can only assume you're taking overnight risk. If you're doing this intraday from a retail account, you're a gifted savant :)

IBD

That's brutal man. Better off doing 8 hours of manual labor every day :) Continue life as a minimalist, and realize your health is your wealth. Money flows from one pocket to the other, and always will even after we take a dirt nap. I wish you, and your family the best.